############ # https://github.com/lessw2020/Ranger-Deep-Learning-Optimizer # This code was taken from the repo above and was not created by me (Fabian)! Full credit goes to the original authors ############ import math import torch from torch.optim.optimizer import Optimizer class Ranger(Optimizer): def __init__(self, params, lr=1e-3, alpha=0.5, k=6, N_sma_threshhold=5, betas=(.95, 0.999), eps=1e-5, weight_decay=0): # parameter checks if not 0.0 <= alpha <= 1.0: raise ValueError(f'Invalid slow update rate: {alpha}') if not 1 <= k: raise ValueError(f'Invalid lookahead steps: {k}') if not lr > 0: raise ValueError(f'Invalid Learning Rate: {lr}') if not eps > 0: raise ValueError(f'Invalid eps: {eps}') # parameter comments: # beta1 (momentum) of .95 seems to work better than .90... # N_sma_threshold of 5 seems better in testing than 4. # In both cases, worth testing on your dataset (.90 vs .95, 4 vs 5) to make sure which works best for you. # prep defaults and init torch.optim base defaults = dict(lr=lr, alpha=alpha, k=k, step_counter=0, betas=betas, N_sma_threshhold=N_sma_threshhold, eps=eps, weight_decay=weight_decay) super().__init__(params, defaults) # adjustable threshold self.N_sma_threshhold = N_sma_threshhold # now we can get to work... # removed as we now use step from RAdam...no need for duplicate step counting # for group in self.param_groups: # group["step_counter"] = 0 # print("group step counter init") # look ahead params self.alpha = alpha self.k = k # radam buffer for state self.radam_buffer = [[None, None, None] for ind in range(10)] # self.first_run_check=0 # lookahead weights # 9/2/19 - lookahead param tensors have been moved to state storage. # This should resolve issues with load/save where weights were left in GPU memory from first load, slowing down future runs. # self.slow_weights = [[p.clone().detach() for p in group['params']] # for group in self.param_groups] # don't use grad for lookahead weights # for w in it.chain(*self.slow_weights): # w.requires_grad = False def __setstate__(self, state): print("set state called") super(Ranger, self).__setstate__(state) def step(self, closure=None): loss = None # note - below is commented out b/c I have other work that passes back the loss as a float, and thus not a callable closure. # Uncomment if you need to use the actual closure... # if closure is not None: # loss = closure() # Evaluate averages and grad, update param tensors for group in self.param_groups: for p in group['params']: if p.grad is None: continue grad = p.grad.data.float() if grad.is_sparse: raise RuntimeError('Ranger optimizer does not support sparse gradients') p_data_fp32 = p.data.float() state = self.state[p] # get state dict for this param if len(state) == 0: # if first time to run...init dictionary with our desired entries # if self.first_run_check==0: # self.first_run_check=1 # print("Initializing slow buffer...should not see this at load from saved model!") state['step'] = 0 state['exp_avg'] = torch.zeros_like(p_data_fp32) state['exp_avg_sq'] = torch.zeros_like(p_data_fp32) # look ahead weight storage now in state dict state['slow_buffer'] = torch.empty_like(p.data) state['slow_buffer'].copy_(p.data) else: state['exp_avg'] = state['exp_avg'].type_as(p_data_fp32) state['exp_avg_sq'] = state['exp_avg_sq'].type_as(p_data_fp32) # begin computations exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] beta1, beta2 = group['betas'] # compute variance mov avg exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) # compute mean moving avg exp_avg.mul_(beta1).add_(1 - beta1, grad) state['step'] += 1 buffered = self.radam_buffer[int(state['step'] % 10)] if state['step'] == buffered[0]: N_sma, step_size = buffered[1], buffered[2] else: buffered[0] = state['step'] beta2_t = beta2 ** state['step'] N_sma_max = 2 / (1 - beta2) - 1 N_sma = N_sma_max - 2 * state['step'] * beta2_t / (1 - beta2_t) buffered[1] = N_sma if N_sma > self.N_sma_threshhold: step_size = math.sqrt( (1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / ( N_sma_max - 2)) / (1 - beta1 ** state['step']) else: step_size = 1.0 / (1 - beta1 ** state['step']) buffered[2] = step_size if group['weight_decay'] != 0: p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32) if N_sma > self.N_sma_threshhold: denom = exp_avg_sq.sqrt().add_(group['eps']) p_data_fp32.addcdiv_(-step_size * group['lr'], exp_avg, denom) else: p_data_fp32.add_(-step_size * group['lr'], exp_avg) p.data.copy_(p_data_fp32) # integrated look ahead... # we do it at the param level instead of group level if state['step'] % group['k'] == 0: slow_p = state['slow_buffer'] # get access to slow param tensor slow_p.add_(self.alpha, p.data - slow_p) # (fast weights - slow weights) * alpha p.data.copy_(slow_p) # copy interpolated weights to RAdam param tensor return loss